Boolean cut with cylinders cross
There are a couple of issues that might be affecting you.

Firstly your model is extremely small (switch to camera view to see how small it is). This will affect the default Boolean modifier settings, which has certain error thresholds. Try scaling everything up about 10 times.

In each Boolean modifier you need to select one of the smaller cylinders as the thing to work with.

Also, the smaller cylinders are not hidden by default so even if the modifier is successful you'll still see the cylinders in place unless you hide them (which you can do from the outliner in top-right).

Here's your scene after I did these things:



You may also need to hide the cylinders for render as shown here - you can do this from Object Properties > Visibility or you can add this option to the outliner for quick access as shown below. (Thanks to Nathan Hild in the comments)